Anic Equity¶

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Total return since start: 0.692 %¶

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Equity now: -----------------------------> 51670.18 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48471.12 Kr¶

PnL: ---------------------------------------> -616.45 Kr¶

DD now: ---------------------------------> -0.528 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 10:01:43.755840'

Anic Portfolio¶

Today¶

Return: -0.44 %¶

Total¶

Return: 69.172 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -0.360000 779.200000 106.200000 15.780000 673.000000
Nordea Bank Abp 29 -0.130000 3530.460000 76.460000 2.210000 3453.999992
SAAB B 8 0.560000 3446.400000 69.400000 2.060000 3377.000000
HEBA B 70 -1.160000 2691.500000 55.500000 2.110000 2636.000010
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Resurs Holding 22 0.360000 611.160000 37.160000 6.470000 573.999998
Swedbank A 3 1.500000 599.850000 35.850000 6.360000 564.000000
AcadeMedia 12 -0.930000 588.960000 31.960000 5.740000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.050000 382.900000 27.900000 7.860000 355.000000
OEM International B 7 -0.510000 546.000000 18.000000 3.410000 527.999997
Intrum 4 0.520000 542.200000 15.200000 2.880000 527.000000
Norva24 Group 16 0.000000 555.200000 12.200000 2.250000 543.000000
Karnov Group 9 0.500000 546.300000 10.300000 1.920000 536.000004
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Securitas B 6 -0.680000 575.160000 5.160000 0.910000 570.000000
Creaspac SPAC 6 0.000000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.290000 247.440000 1.440000 0.590000 246.000000
Fastighetsbolag. Emilshus Pref 21 -2.370000 562.800000 0.800000 0.140000 562.000005
Corem Property Group B 59 -0.960000 575.840000 -1.160000 -0.200000 576.999999
Handelsbanken A 5 0.230000 544.500000 -1.500000 -0.270000 546.000000
Coor Service Management Hold. 8 -0.230000 530.000000 -2.000000 -0.380000 532.000000
Midsona B 63 -2.430000 580.860000 -2.140000 -0.370000 582.999984
Boozt 12 0.220000 1648.800000 -5.200000 -0.310000 1653.999996
Essity B 2 -0.250000 548.600000 -25.400000 -4.430000 574.000000
CTEK 13 -0.690000 502.970000 -31.030000 -5.810000 533.999999
Sampo Oyj SDB 7 -0.370000 3818.500000 -31.500000 -0.820000 3850.000000
Fasadgruppen Group 38 -0.180000 4104.000000 -37.000000 -0.890000 4140.999992
International Petroleum Corp. 5 -2.540000 556.000000 -38.570000 -6.490000 594.565215
Essity A 4 0.000000 1108.000000 -41.000000 -3.570000 1149.000000
Vivesto 1368 -0.050000 567.450000 -45.550000 -7.430000 612.999432
Beijer Electronics Group 27 -1.070000 3007.800000 -76.200000 -2.470000 3083.999994
OX2 22 0.000000 1782.000000 -207.000000 -10.410000 1989.000002
Axfood 15 0.480000 4065.000000 -235.000000 -5.470000 4300.000005
Ovzon 64 -2.040000 3385.600000 -610.400000 -15.280000 3996.000000
TOTAL 48476.450000 -611.120000 -0.51761% 49087.564636

Updated:¶

'2023-01-31 10:01:09.347234'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶